+606.1%
COST vs ETR
+296.9%
+309.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.4% |
| 7D | -1.2% | -1.8% | +0.6% | -0.7% |
| 30D | -4.7% | -1.8% | -3.0% | -4.3% |
| 3M | -7.1% | -3.6% | -3.5% | -6.3% |
| 6M | -8.5% | +2.6% | -11.2% | -9.5% |
| YTD | +5.4% | +16.0% | -10.6% | +0.7% |
| 1Y | -5.6% | +20.1% | -25.8% | -10.9% |
| 3Y | +68.5% | +143.6% | -75.1% | +26.4% |
| 5Y | +105.2% | +124.4% | -19.1% | +57.2% |
| All | +606.1% | +296.9% | +309.2% | +368.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ETR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling